Does it make sense to be an "Objective Bayesian"? (Comment on articles by Berger and by Goldstein)

Abstract

The subjective-objective dialogue between Goldstein (2006) and Berger (2006) lays out strong cases for what seem to be two schools of Bayesian thought. But a closer look suggests to me that while both authors address the pragmatics of their approaches, only one qualifies as a school of thought. In these comments I address briefly seven dimensions: the history of Bayesian thought, the different roles for a Bayesian approach, the subjectivity of scientists and the illusion of objectivity, the subjectivity of the likelihood function, the difficulty in separating likelihood from prior, pragmatism, and the fruitless search for the objective prior. © 2006 International Society for Bayesian Analysis.